Abstract
The computation of the proximal operator of the ℓp-norm (0<p<1) is critically important for non-convex optimization with the sparse-promoting ℓp-regularization. Over the last decade, many exact and inexact numerical methods for simple and efficient computation of the proximal operator have been proposed in the literature. For this purpose, a Bisection method is given in the paper, which is based on the properties of the proximal operator. Numerical experiments illuminate the efficiency of the Bisection method. As a byproduct, the Bisection method is applied to calculate the proximal operator of the Schatten p-norm with 0<p<1.
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